NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 104.79 104.66 -0.13 -0.1% 106.57
High 105.40 104.89 -0.51 -0.5% 106.64
Low 104.04 103.52 -0.52 -0.5% 104.31
Close 104.74 103.91 -0.83 -0.8% 105.04
Range 1.36 1.37 0.01 0.7% 2.33
ATR 1.18 1.20 0.01 1.1% 0.00
Volume 88,245 85,141 -3,104 -3.5% 331,468
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 108.22 107.43 104.66
R3 106.85 106.06 104.29
R2 105.48 105.48 104.16
R1 104.69 104.69 104.04 104.40
PP 104.11 104.11 104.11 103.96
S1 103.32 103.32 103.78 103.03
S2 102.74 102.74 103.66
S3 101.37 101.95 103.53
S4 100.00 100.58 103.16
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 112.32 111.01 106.32
R3 109.99 108.68 105.68
R2 107.66 107.66 105.47
R1 106.35 106.35 105.25 105.84
PP 105.33 105.33 105.33 105.08
S1 104.02 104.02 104.83 103.51
S2 103.00 103.00 104.61
S3 100.67 101.69 104.40
S4 98.34 99.36 103.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.99 103.52 2.47 2.4% 1.24 1.2% 16% False True 71,043
10 106.64 103.52 3.12 3.0% 1.28 1.2% 13% False True 70,902
20 106.64 100.08 6.56 6.3% 1.22 1.2% 58% False False 67,334
40 106.64 96.98 9.66 9.3% 1.10 1.1% 72% False False 51,643
60 106.64 96.43 10.21 9.8% 1.08 1.0% 73% False False 44,014
80 106.64 94.34 12.30 11.8% 1.09 1.0% 78% False False 37,807
100 106.64 94.34 12.30 11.8% 1.07 1.0% 78% False False 33,350
120 106.64 89.09 17.55 16.9% 1.06 1.0% 84% False False 29,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.71
2.618 108.48
1.618 107.11
1.000 106.26
0.618 105.74
HIGH 104.89
0.618 104.37
0.500 104.21
0.382 104.04
LOW 103.52
0.618 102.67
1.000 102.15
1.618 101.30
2.618 99.93
4.250 97.70
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 104.21 104.46
PP 104.11 104.28
S1 104.01 104.09

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These figures are updated between 7pm and 10pm EST after a trading day.

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